Assume you are a big trader / trading desk that has deep pockets and needs to use any possible way to produce positive results.
In this situation you can be confident that it will be possible for you to move the market a few ticks in the direction you choose.
It won't be a problem if the market moves a few ticks in a direction that you don't really want.
So you can produce income for example by letting the market move some ticks down by hitting bids in sequence only to have some people with small pockets enter short.
When the market went far enough down you can start to induce (with big pockets) an upmove.
The further this move advances (up) the more stop losses of the small pockets will be hit which will speed up the upmove even more and drive your overall position further into profit.
To make this strategy work you always go for the side where more orders are showing because you need size to make bigger profits.
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An Order Book lists numerous open orders that only exist for seconds before being pulled. It is the old orders that are not pulled and some distance away from the price that signals where accumulation and distribution will occur. Fulcrum Trader among retail traders probably does this very well as do many others.
A bid is just a bid. A bid is not demand. An offer is just an offer, an offer is not supply.
A bid might be demand. A bid might have been demand but got pulled because of aggressive selling. A bid might be totally fake to lure people to buy. Hence a bid cannot be seen as demand, just a bid. It is it's own thing.
A bidder is a guy waving his hand at an auction saying he wants to buy something but who is just as likely to put his hand down when price gets close to him.
Most of the time, when you move through a level, you will move through the level because the remaining bids/offers get pulled. This is because bids/offers are not real supply and demand.
So, just think of them as their own entity, they are bids and offers. There are reasons people are putting in those bids and offers and it is often because they want to do the opposite to what they show on the order book. Of course, one reason someone puts in a bid or offer could be because they actually want to buy or sell but this is just one reason of many.
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Large volume means a large number of open positions. Someone sold a lot, someone bought it. If the BID was a large limit order, it was filled, you will see a large volume on lowering prices. The opposite of sales.
Abnormally large volumes, of which here and there is a debate, or volumes, sharply against the other, are showing interest from large traders to the price. And they usually buy at the BID and sell on the ASК. Usually,)))
Also includes a large number of sellers or buyers with a market order, exposing their rear. Those who sell at the bottom, filling the large trader, will be the stop loss buyers. Large volume - thick wall.